Portfolio Analysis
General data
Course ID: | 1100-AP0ZUI |
Erasmus code / ISCED: | (unknown) / (unknown) |
Course title: | Portfolio Analysis |
Name in Polish: | Analiza portfelowa |
Organizational unit: | Faculty of Mathematics and Computer Science |
Course groups: |
(in Polish) Przedmioty ZUI2 - sm. letni |
ECTS credit allocation (and other scores): |
(not available)
|
Language: | Polish |
(in Polish) Forma studiów: | (in Polish) niestacjonarne (zaoczne) |
Prerequisits: | Calculus of function of one variable,Calculus of multivariate function, Linear algebra, Probability theory and descriptive statistics |
Short description: |
The aim of the subject is to present some knowledge on portfolio construction and portfolio management An investment in a risky assets always carries the possibility of possible losses or poor performance. Portfolio Analysis discuss the advantages of spreading the investment among several securities (diversification). Even though the mathematical tools involved are quite simple, they lead to effective results Portfolio Analysis creates possibility to introduce experimental aspects to solving optimisation problems as well as to extract qualitative information from quantitative data |
Learning outcomes: |
student 1 - evaluates bonds and securities with Discounted Cash Flow Method 2 - measures and compares finance effectiveness of investitions with different indicatores 3 - identifies and characterize financial assets 4 - measures volatility of stock prices with statistical tools 5 -comprehends notion of dependence of random variables and knows how to measure degree of dependence 6 -creates in spreadsheet set of investment opportunities for multi asset portfolio and presents the set graphically 7 -formulates criteria for portfolio, performs optimization of portfolio 8 -is aware of limits of portfolio analysis methods 9 - possesses basic knowledge about Capital Asset Pricing Model |
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